Mathematical Finance Concentration, Applied Mathematics (MS)

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Course Requirements

Core Courses - All 10 courses / 40 credit hours

Course Title Quarter Hours
MAT 451PROBABILITY AND STATISTICS I4
MAT 452PROBABILITY AND STATISTICS II4
MAT 453PROBABILITY AND STATISTICS III4
MAT 455STOCHASTIC PROCESSES4
MAT 456APPLIED REGRESSION ANALYSIS4
MAT 459SIMULATION MODELS AND MONTE CARLO METHOD4
MAT 468MATHEMATICS FOR FINANCE4
MAT 469STOCHASTIC CALCULUS4
MAT 512APPLIED TIME SERIES AND FORECASTING4
MAT 515FINANCIAL MODELING4

Electives - Any 2 courses / 8 credit hours

Course Title Quarter Hours
MAT 448STATISTICAL METHODS USING SAS4
MAT 457NONPARAMETRIC STATISTICS4
MAT 461ACTUARIAL SCIENCE I: THEORY OF INTEREST4
MAT 467CREDIBILITY THEORY4
MAT 485NUMERICAL ANALYSIS I4
MAT 487OPERATIONS RESEARCH: LINEAR PROGRAMMING4
MAT 488OPERATIONS RESEARCH: OPTIMIZATION THEORY4